29.11.2022 18:40
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 30.11.2022 :
№ | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | |||
Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
1 | RU000A105HN1 | 16% | 19% | 22% | 140 000 | 700 000 |